for \(\textbf {s}_a, \textbf {s}_b \in D\) , where \(\sigma \)  is the marginal standard deviation, \(\rho \)  is the spatial range parameter, \(\nu \)  is the smoothness parameter, \(K_\nu (\cdot )\)  is the modified Bessel function of the second kind of order \(\nu \) , and \(\Gamma (\cdot )\)  is the gamma function [1]}. A Gaussian process with Matérn covariance function (REF ) is the solution to the stochastic partial differential equation (SPDE):
\((\kappa ^2 - \Delta )^ {\alpha /2} (\tau U_{w,t}(\textbf {s})) &=& {\cal W}(\textbf {s}), \quad \textbf {s}\in D,\) 
